Mean curvature and mean shape for multivariate functional data under Frenet-Serret framework

Abstract: The analysis of curves has been routinely dealt with using tools from functional data analysis. However its extension to multi-dimensional curves poses a new challenge due to its inherent geometric features that are difficult to capture with the classical approaches that rely on linear approximations. We propose a new framework for functional data as multidimensional curves that allows us to extract geometrical features from noisy data. We define a mean through measuring shape variation of the curves. The notion of shape has been used in functional data analysis somewhat intuitively to find a common pattern in one dimensional curves. As a generalization, we directly utilize a geometric representation of the curves through the Frenet-Serret ordinary differential equations and introduce a new definition of mean curvature and mean shape through the mean ordinary differential equation. We formulate the estimation problem in a penalized regression and develop an efficient algorithm. We demonstrate our approach with both simulated data and a real data example.